+435.3%
GNRC vs IAG
+427.6%
+7.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.9% |
| 7D | -0.2% | -1.1% | +0.9% | -0.1% |
| 30D | -15.7% | +12.1% | -27.9% | -16.7% |
| 3M | -27.3% | +25.5% | -52.9% | -29.0% |
| 6M | -12.1% | -7.1% | -4.9% | -12.1% |
| YTD | +37.1% | +22.9% | +14.3% | +33.6% |
| 1Y | -0.5% | +83.3% | -83.8% | -6.1% |
| 3Y | +61.5% | +808.5% | -747.0% | +31.9% |
| 5Y | -58.6% | +838.0% | -896.5% | -67.3% |
| All | +435.3% | +427.6% | +7.7% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling